Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47429.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.001 %¶

This Week¶

Return: -0.999 %¶

Total¶

Return: 55.287 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.130000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 1.290000 3452.000000 75.000000 2.220000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.070000 396.200000 41.200000 11.610000 355.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Boozt 12 1.220000 1688.400000 34.400000 2.080000 1653.999996
Corem Property Group B 59 -1.150000 610.060000 33.060000 5.730000 576.999999
Intrum 4 3.580000 549.200000 22.200000 4.210000 527.000000
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Resurs Holding 22 -1.100000 595.320000 21.320000 3.710000 573.999998
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.470000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Nordea Bank Abp 29 -0.150000 3463.760000 9.760000 0.280000 3453.999992
Securitas B 6 0.150000 579.600000 9.600000 1.680000 570.000000
OEM International B 7 0.000000 537.600000 9.600000 1.820000 527.999997
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
CTEK 13 0.150000 529.880000 -4.120000 -0.770000 533.999999
Handelsbanken A 5 0.090000 540.250000 -5.750000 -1.050000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.290000 540.800000 -33.200000 -5.780000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.110000 2886.000000 -85.000000 -2.860000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.540000 1424.700000 -239.300000 -14.380000 1663.999992
Axfood 13 -2.910000 3472.300000 -283.700000 -7.550000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46039.100000 -849.470000 -2.459% 46888.564618

Updated:¶

'2023-01-26 15:16:25.519452'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶